sandybradley / qMonitor
Real-time directional trade volume for bitcoin to fiat markets on Binance, Bitfinex, Bitstamp, Kraken and CoinbasePro
☆12Updated 5 years ago
Alternatives and similar repositories for qMonitor:
Users that are interested in qMonitor are comparing it to the libraries listed below
- Q Learning automated bitcoin trader on Bitmex☆19Updated 5 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆14Updated this week
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- ☆38Updated 2 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- Market making strategy example☆25Updated 3 years ago
- Visualization Tool for Deribit Options☆78Updated 4 years ago
- Simplified Deribit market maker for personal customization☆18Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆70Updated 2 years ago
- ☆108Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆103Updated 9 years ago
- ☆29Updated 2 years ago
- ☆47Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- ☆20Updated 3 months ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆62Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆30Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago
- ☆32Updated 4 years ago
- A Python module for market simulation☆23Updated last month
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 4 years ago
- tindicators is a library of technical analysis indicators☆28Updated 4 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆48Updated 4 years ago